We can use rleid
to create a group based on the sign
of the column i.e. same adjacent sign elements will be a single group and then get the max
of the ‘cum_profit’
library(dplyr)
dat %>%
group_by(grp = rleid(sign(profit))) %>%
mutate(profit_block2 = max(cum_profit)) %>%
ungroup %>%
select(-grp)
-output
# A tibble: 10 x 5
# profit indic_pos cum_profit profit_block profit_block2
# <dbl> <dbl> <dbl> <dbl> <dbl>
# 1 20 1 20 45 45
# 2 10 1 30 45 45
# 3 5 1 35 45 45
# 4 10 1 45 45 45
# 5 -20 0 0 0 0
# 6 -100 0 0 0 0
# 7 -40 0 0 0 0
# 8 500 1 500 527 527
# 9 27 1 527 527 527
#10 -20 0 0 0 0
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